-63.1%
W vs REPL
-54.3%
-8.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.6% |
| 7D | -4.2% | -3.0% | -1.2% | -4.0% |
| 30D | -7.6% | +27.1% | -34.7% | -8.9% |
| 3M | +37.2% | +52.4% | -15.2% | +30.6% |
| 6M | +26.3% | +107.4% | -81.1% | +8.9% |
| YTD | -1.0% | +54.7% | -55.7% | -12.4% |
| 1Y | +20.1% | +158.9% | -138.8% | -4.1% |
| 3Y | +37.8% | -23.7% | +61.5% | +4.7% |
| All | -63.1% | -54.3% | -8.8% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling